The shares that are mined while you are pool mining is a measure of your donated compute.  This progress will remain with the pool (along with the corresponding value of the ETH mined for those shares).  Pools will only pay out once a certain threshold is reached.  Until you have mined that much coin, the balance will stay with the pool.

As others have asked, which pool are you mining with?  Many of them have profiles that need to be configured even if you are just mining with your wallet address.

Seuss